Inhaltsverzeichnis
On the fiber product of Young measures with application to a control problem with measures.- The compactness of Pr(K).- Recursive methods in probability control.- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus.- Optimal solutions of the Monge problem.- Valuation of mortgage-backed securities based on unobservable prepayment costs.- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory.- Monetary equilibrium with buying and selling price spread without transactions costs.- Instructions for Authoers.
